Well, I think, in comparison to paladin especially (as this is the only other class I've really played), that the sorc is pretty weak at the beginning. If you go melee, you're very vulnerable, if you cast spells, you keep running out of mana.
Moreover she's very dependent on skills, so till you've reached the skill you want as your primary attack and have placed a few points into it, it can be hard. My advice to that is getting a staff (or better an orb if possible ;) ) that has +1-3 to the attack(s) you are mostly using and discard it the moment you can wear something better - *dreams of an Oculus although the rare +2-orb is awesome as well* ;)
But once your primary skill is maxed, maybe the mastery as well and hopefully a secondary attack for immunes - provided your build isn't absolutely impossible *:rolleyes at one-element-sorcs, guilty look at her melee-sorc* - there's not much that can stop her.
I mean my Lilyana had frozen orb maxed, a couple of points in thunderstorm, static field and meteor. (although if I made her again, I would not go for meteor again, probably fire wall, maybe just blaze or inferno. Would have to look up the exact stats for those to see if those are actually useful past a certain level) There were not much monsters giving me trouble in Hell: of course lightning enchants (those always mean trouble! :p And even more so with a melee char who has to stay near to actually hurt the monster :p ), some self-healing champion hierophants (or something like it) in Kurast. And some cold immunes (Duriel - although if you keep him in place with your merc or yourself, a bit of static field and then a few meteors do the trick easily. Everything you can keep in place long enough, meteor is no trouble, only things that you don't want to stay close to or those who run from you every so often; mostly the Oblivion Lords with Lord de Seis as primary nuisance :p and a few others - especially if they were cold+fire immune or cold immune + lightning enchanted. And well Diablo and Baal managed to kill me a couple of times in Hell - only Duriel managed that in Nightmare! :p - but well, they are supposed to be hard, how else can you be proud of having done them! :p )